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Tsakos Energy Navigation Ltd. TEN

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T02:51:26.927Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001282881Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:42:39.926065+00:00

Share price$46.03
1D+0.3%
AH$45.45$45.75$46.06$46.37$46.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTEN
Sold putSold callAH

Tsakos Energy Navigation Ltd. options

Live interpolated TEN call and put midpoint premiums by absolute delta.Tsakos Energy Navigation Ltd.$0.29$2.66$5.03$7.39$9.76$39.28$42.49$45.71$48.93$52.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TEN spot · $46.03TEN PRICE$0.55$0.71$0.90$1.09$1.28$1.48$1.67$1.86$2.05$3.14$5.12$7.10$9.08$0.84$0.98$1.11$1.25$1.46$1.95$2.44$2.93$3.42$3.91$4.40$5.51$8.12
PutsExpensive1.29×
CallsExpensive1.10×
SkewBearish+8.98 pp
Implied moveBearish±$4.11
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.3171.2%12.7%40.60101.9%13.6%
25Δ49.8968.7%9.9%41.7792.0%11.4%
30Δ49.2466.8%8.9%42.9382.1%9.1%
35Δ48.5964.9%7.9%44.1072.1%6.9%
40Δ47.9463.0%6.9%45.1764.9%5.1%
45Δ47.2861.1%5.9%45.8966.5%4.6%
50Δ46.6359.3%4.9%46.6168.1%4.1%
55Δ45.9857.4%3.9%47.3369.7%3.6%
60Δ45.3255.5%2.9%48.0571.3%3.1%
65Δ43.9460.9%2.3%48.7772.9%2.5%
70Δ41.8273.7%2.0%49.4974.5%2.0%
75Δ39.7086.4%1.7%50.8178.9%1.6%
80Δ37.5899.1%1.4%53.5790.0%1.3%

20Δ

Calls
Pseudo strike
51.31
IV
71.2%
B/E move
12.7%
Puts
Pseudo strike
40.60
IV
101.9%
B/E move
13.6%

25Δ

Calls
Pseudo strike
49.89
IV
68.7%
B/E move
9.9%
Puts
Pseudo strike
41.77
IV
92.0%
B/E move
11.4%

30Δ

Calls
Pseudo strike
49.24
IV
66.8%
B/E move
8.9%
Puts
Pseudo strike
42.93
IV
82.1%
B/E move
9.1%

35Δ

Calls
Pseudo strike
48.59
IV
64.9%
B/E move
7.9%
Puts
Pseudo strike
44.10
IV
72.1%
B/E move
6.9%

40Δ

Calls
Pseudo strike
47.94
IV
63.0%
B/E move
6.9%
Puts
Pseudo strike
45.17
IV
64.9%
B/E move
5.1%

45Δ

Calls
Pseudo strike
47.28
IV
61.1%
B/E move
5.9%
Puts
Pseudo strike
45.89
IV
66.5%
B/E move
4.6%

50Δ

Calls
Pseudo strike
46.63
IV
59.3%
B/E move
4.9%
Puts
Pseudo strike
46.61
IV
68.1%
B/E move
4.1%

55Δ

Calls
Pseudo strike
45.98
IV
57.4%
B/E move
3.9%
Puts
Pseudo strike
47.33
IV
69.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
45.32
IV
55.5%
B/E move
2.9%
Puts
Pseudo strike
48.05
IV
71.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
43.94
IV
60.9%
B/E move
2.3%
Puts
Pseudo strike
48.77
IV
72.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
41.82
IV
73.7%
B/E move
2.0%
Puts
Pseudo strike
49.49
IV
74.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
39.70
IV
86.4%
B/E move
1.7%
Puts
Pseudo strike
50.81
IV
78.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
37.58
IV
99.1%
B/E move
1.4%
Puts
Pseudo strike
53.57
IV
90.0%
B/E move
1.3%

Options history

IV · four-Friday blend53.70%
Daily EOD
TEN47.2%50.7%54.2%2026-10-19: 47.72%2026-10-20: 48.96%2026-10-21: 50.30%2026-10-22: 50.33%2026-10-23: 49.26%2026-10-26: 51.08%2026-10-27: 50.71%2026-10-28: 50.14%2026-10-29: 51.95%2026-10-30: 53.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.72%
48.96%
50.30%
50.33%
49.26%
51.08%
50.71%
50.14%
51.95%
53.70%